I was told that we had a manual penalty for unnatural linking and the message was deleted. I was wondering if there is anything in that message that we would need to have seen in order to fix the penalty? Could there have been anything in the message that would need a response in order to pull the penalty off of us. I really don't even know what to ask other than how bad is it that this message was ignored and deleted?

You cannot delete a manual action from that section. There should be an option to request a review - do you see this? I believe the manual action also gets sent to webmaster tools under messages which by reading what you say has been deleted

I do not see an option to request a review that would actually work. I have uploaded a snapshot of the manual actions page for you to see. I have also attached the only thing I could find about requesting a review but there wasn't really anything that helped me, or gave me the step on where or how to do this - unless i just completely missed it...